Day Trading Margin: The initial margin and maintenance margin for same-day offsetting transactions of futures contracts are calculated by applying a discount (50%) to the regular trading margin of the applicable contract, as set by the Futures Exchange, and then rounded to the nearest thousand New Taiwan Dollars. For example, if the initial margin for TAIEX Futures (TX) is NTD 83,000, the initial margin for day trading is NTD 42,000.
- Margining Requirements for Sell Index Options = Market Value of the Premium + max(A - Out-of-the-Money Value, B)
- Margining Requirements for Single Stock Futures = Futures Contract Price × Contract Multiplier × Risk Price Coefficient
- Margining Requirements for Sell Call Equity Options = Market value of premium + Max (value of underlying stock ×a% - out-of-the-money, value of underlying stock ×b%)
- Margining Requirements for Sell Put Equity Options = Market value of premium + Max (value of underlying stock ×a% - out-of-the-money, strike price x strike price multiple ×b%)
